I am currently working on a multi-objective problem where I am trying to minimize cost and time. I am using Docplex to solve it, but I did not specify any weight using the following code:
mdl.set_multi_objective(ObjectiveSense.Minimize, [totalcost,cumultime], priorities=[1, 2])
Understandably, I did set a lexicographic order, but I would like to know what is the default weight allocation. Should I assume that by solving it, Docplex also determines the optimal weight allocation ? If you can provide the relevant documentation, I'd be grateful.